Related papers: A New Convex Relaxation for Tensor Completion
In covariance matrix estimation, one of the challenges lies in finding a suitable model and an efficient estimation method. Two commonly used modelling approaches in the literature involve imposing linear restrictions on the covariance…
Training Neural Ordinary Differential Equations (ODEs) is often computationally expensive. Indeed, computing the forward pass of such models involves solving an ODE which can become arbitrarily complex during training. Recent works have…
Regularized regression problems are ubiquitous in statistical modeling, signal processing, and machine learning. Sparse regression in particular has been instrumental in scientific model discovery, including compressed sensing applications,…
Standard regularization methods that are used to compute solutions to ill-posed inverse problems require knowledge of the forward model. In many real-life applications, the forward model is not known, but training data is readily available.…
Tensor completion and robust principal component analysis have been widely used in machine learning while the key problem relies on the minimization of a tensor rank that is very challenging. A common way to tackle this difficulty is to…
This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator…
Tensor completion and tensor decomposition are important problems in many domains. In this work, we leverage the connection between these problems to learn a distance metric that improves both decomposition and completion. We show that the…
Gradient descent (GD) is crucial for generalization in machine learning models, as it induces implicit regularization, promoting compact representations. In this work, we examine the role of GD in inducing implicit regularization for tensor…
Flexible sparsity regularization means stably approximating sparse solutions of operator equations by using coefficient-dependent penalizations. We propose and analyse a general nonconvex approach in this respect, from both theoretical and…
This work is concerned with linear inverse problems where a distributed parameter is known a priori to only take on values from a given discrete set. This property can be promoted in Tikhonov regularization with the aid of a suitable convex…
We consider two hypothesis testing problems for low-rank and high-dimensional tensor signals, namely the tensor signal alignment and tensor signal matching problems. These problems are challenging due to the high dimension of tensors and…
This paper studies the matrix completion problem under arbitrary sampling schemes. We propose a new estimator incorporating both max-norm and nuclear-norm regularization, based on which we can conduct efficient low-rank matrix recovery…
Low-rank tensor completion (LRTC) aims to recover a complete low-rank tensor from incomplete observed tensor, attracting extensive attention in various practical applications such as image processing and computer vision. However, current…
We present a new approach to learning the structure and parameters of a Bayesian network based on regularized estimation in an exponential family representation. Here we show that, given a fixed variable order, the optimal structure and…
Tensor regression is an important tool for tensor data analysis, but existing works have not considered the impact of outliers, making them potentially sensitive to such data points. This paper proposes a low tubal rank robust regression…
Incremental methods are widely utilized for solving finite-sum optimization problems in machine learning and signal processing. In this paper, we study a family of incremental methods -- including incremental subgradient, incremental…
We propose a novel matrix regularization for tensor fields. In this regularization, tensor fields are described as rectangular matrices and both area-preserving diffeomorphisms and local rotations of the orthonormal frame are realized as…
General Successive Convex Relaxation Methods (SRCMs) can be used to compute the convex hull of any compact set, in an Euclidean space, described by a system of quadratic inequalities and a compact convex set which is not very complicated.…
Variable selection is a fundamental task in statistical data analysis. Sparsity-inducing regularization methods are a popular class of methods that simultaneously perform variable selection and model estimation. The central problem is a…
In this paper, we present new convex relaxations for nonconvex quadratically constrained quadratic programming (QCQP) problems. While recent research has focused on strengthening convex relaxations using reformulation-linearization…